ETF Screener

Note: Non-subscribers are restricted to screening only the 100 largest ETFs.  Want to backtest the Screener?

The ETFreplay screener is a statistical model that ranks ETFs according to their Relative Strength.  The model has 3-factors: 2 timeframes for returns and 1 timeframe for volatility.  The time period and weight of each factor can be adjusted below.  Click 'Run Model' to update the screener.
  •  
  • Time Period
  • Weight
  • ReturnA
  • %
  • ReturnB
  • %
  • Volatility
  • %
  • Through
  • Assets >=
Factor Weights
ETF Screener factor weights chart
ETFs: 100(Assets >= Largest 100)
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Symbol ETF ReturnA ReturnB Volatility Rank
XLC U.S. Communication Services Sector SPDR +7.2% +7.8% 9.5 % 1
IAU iShares COMEX Gold Trust +7.1% +8.8% 11.3 % 2
GLD SPDR Gold Shares +7.1% +8.8% 11.6 % 3
XLF U.S. Financial Sector SPDR +6.2% +8.1% 13.1 % 4
DIA SPDR Dow Jones Industrial Average +2.4% +5.5% 10.3 % 5
VYM Vanguard High Dividend Yield Index +2.3% +5.2% 10.0 % 6
VIG Vanguard Dividend Appreciation +1.7% +5.2% 8.6 % 7
EFV iShares MSCI EAFE Value Index +2.7% +8.1% 12.7 % 8
USMV iShares MSCI USA Minimum Volatility Index +1.1% +5.7% 7.4 % 9
SCHF Schwab FTSE Developed Market Int'l Equity +1.2% +7.0% 11.9 % 10
EFA iShares MSCI EAFE +1.7% +7.6% 12.7 % 11
DGRO iShares Core Dividend Growth ETF +0.9% +5.0% 8.8 % 12
IWB iShares Russell 1000 Index Fund +2.1% +4.2% 11.8 % 13
IEFA iShares Core MSCI EAFE +1.6% +7.5% 12.7 % 14
SCHX Schwab Dow Jones U.S. Large-Cap (SNXFX) +2.2% +4.1% 11.6 % 15
VT Vanguard FTSE Global All Cap +1.1% +5.1% 11.3 % 16
SPDW SPDR Portfolio Dev World Ex-US ETF +1.2% +7.1% 12.8 % 17
VO Vanguard CRSP U.S. Mid Cap +1.1% +4.7% 10.8 % 18
VV Vanguard MSCI U.S. Large Cap +2.3% +4.3% 12.3 % 19
VEA Vanguard FTSE Developed Ex North America +1.1% +7.0% 12.5 % 20
JEPI JPMorgan Equity Premium Income +1.1% +3.9% 6.0 % 21
VOO Vanguard S&P 500 +2.0% +4.1% 12.1 % 22
IVV iShares Core S&P 500 ETF +2.0% +4.1% 12.0 % 23
JEPQ JPMorgan NASDAQ Equity Premium +4.7% +4.1% 14.0 % 24
SPYG SPDR Portfolio S&P 500 Growth +4.6% +4.5% 20.8 % 25
IVW iShares S&P 500 Growth Index Fund +4.5% +4.5% 20.5 % 26
SPLG SPDR Portfolio Large Cap +2.0% +4.1% 12.0 % 27
VTI Vanguard Total U.S. Stock Market +1.8% +4.2% 12.1 % 28
IUSG iShares Core U.S. Growth +4.2% +4.4% 20.1 % 29
QQQM Invesco NASDAQ 100 ETF (Mini) +3.0% +4.4% 18.6 % 30
VTV Vanguard U.S. LargeCap Value +0.5% +4.9% 10.0 % 31
IWD iShares Russell 1000 Value +0.4% +4.8% 9.7 % 32
SPY S&P 500 Index +2.0% +4.1% 12.1 % 33
SCHB Schwab Dow Jones U.S. Broad Market +1.8% +4.1% 12.4 % 34
QQQ Nasdaq-100 ETF +3.0% +4.4% 18.8 % 35
BNDX Vanguard Total International Bond +1.3% +1.6% 3.3 % 36
ITOT iShares Core S&P Total US Market +1.8% +4.1% 12.2 % 37
QUAL iShares MSCI USA Quality Factor ETF +0.5% +4.4% 10.5 % 38
VUG Vanguard U.S. LargeCap Growth (VIGRX) +3.9% +4.0% 19.3 % 39
VEU Vanguard FTSE All-World ex-US +0.0% +6.8% 11.6 % 40
IXUS iShares Core MSCI Total Int'l Stock +0.0% +6.9% 11.9 % 41
JPST JPMorgan Ultra-Short Income ETF +1.2% +0.4% 0.3 % 42
SGOV iShares 0-3 Month Treasury Bond ETF +1.2% +0.3% 0.2 % 43
BIL SPDR 1-3 Month T-Bill ETF (0.2yr) +1.1% +0.3% 0.2 % 44
IWR iShares Russell Midcap Index Fund +0.4% +4.2% 11.1 % 45
MGK Vanguard MSCI Mega Cap 300 Growth +3.9% +3.9% 20.3 % 46
VXUS Vanguard MSCI All Country Ex-US Int'l -0.1% +6.8% 11.9 % 47
VONG Vanguard Russell 1000 Growth ETF +3.7% +3.7% 19.5 % 48
VTEB Vanguard Tax Exempt Bond ETF +1.0% +1.4% 3.4 % 49
IWF iShares Russell 1000 Growth +3.6% +3.6% 19.7 % 50
VXF Vanguard Extended Market ETF +1.0% +4.7% 14.6 % 51
VGSH Vanguard Short-Term Gov't Bond (2yr) +0.9% +0.6% 1.1 % 52
IGSB iShares Barclays 1-3 Year Credit (2yr) +0.8% +1.0% 1.9 % 53
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +0.8% +1.0% 1.9 % 54
SHY iShares 1-3 Year Treasury Bond ETF +0.8% +0.5% 1.2 % 55
SCHG Schwab Dow Jones U.S. LgCap Growth (SWLGX) +3.6% +3.4% 20.1 % 56
MUB iShares S&P National Muni Bond (2-3yr) +0.8% +1.3% 3.8 % 57
BSV Vanguard Short-Term Bond +0.8% +0.9% 1.9 % 58
DFAC Dimensional US Core Equity 2 ETF +0.1% +3.9% 11.3 % 59
VMBS Vanguard Mortgage-Backed Bonds +0.1% +2.1% 4.8 % 60
IBIT iShares Bitcoin Trust ETF +24.1% +1.7% 36.2 % 61
VGIT Vanguard Interm-Term Gov't Bond (5-6yr) +0.2% +1.6% 3.8 % 62
IUSB iShares Core Total USD Bond Market +0.0% +1.8% 4.2 % 63
GBTC Grayscale Bitcoin Trust ETF +23.9% +1.7% 36.1 % 64
FBTC Fidelity Wise Origin Bitcoin +24.1% +1.7% 36.4 % 65
GOVT iShares Barclays US Treasury (5-6yr) +0.1% +1.6% 4.1 % 66
BND Vanguard Total Bond Market +0.0% +1.8% 4.4 % 67
DVY iShares DJ Select Dividend Index -0.7% +4.5% 12.0 % 68
XLY U.S. Consumer Discret Sector SPDR +5.7% +0.8% 16.9 % 69
VCIT Vanguard Interm Corp Bond (6-7yr) -0.1% +2.2% 4.9 % 70
BIV Vanguard Barclays Govt-Credit Mix -0.1% +2.0% 4.8 % 71
IEF iShares Barclays 7-10 Yr Treasury -0.2% +2.2% 5.5 % 72
MBB iShares Barclays MBS Bond Fund (2yr) -0.2% +2.1% 5.2 % 73
AGG iShares Core Total US Bond -0.1% +1.8% 4.8 % 74
LQD iShares iBoxx Invest Grade Bond -0.9% +2.5% 6.5 % 75
RSP S&P 500 Equal Weight -0.9% +3.5% 9.4 % 76
SPYV SPDR Portfolio S&P 500 Value -1.6% +3.6% 8.8 % 77
IVE iShares S&P 500 Value Index Fund -1.6% +3.6% 8.7 % 78
IUSV iShares Core U.S. Value -1.6% +3.5% 8.8 % 79
XLI U.S. Industrials Sector SPDR -0.9% +4.3% 13.8 % 80
VWO Vanguard FTSE Emerging Markets -3.7% +6.2% 13.3 % 81
VNQ Vanguard MSCI U.S. REIT -1.7% +6.2% 16.2 % 82
IYW iShares DJ U.S. Technology Sector +0.9% +3.9% 26.4 % 83
IEMG iShares Core MSCI Emerging Markets -3.6% +6.2% 14.3 % 84
TLT iShares Barclays Long-Term Treasury -2.1% +3.9% 11.9 % 85
VBK Vanguard U.S. Small Cap Growth +0.7% +2.6% 16.2 % 86
VGT Vanguard MSCI U.S. Technology +0.5% +3.2% 28.1 % 87
XLK U.S. Technology Sector SPDR -0.3% +4.0% 26.8 % 88
SCHD Schwab U.S. Dow Jones Dividend 100 -2.7% +2.1% 11.7 % 89
VBR Vanguard U.S. SmallCap Value -3.0% +3.4% 12.6 % 90
VB Vanguard U.S. Small Cap -1.4% +2.9% 13.9 % 91
XLV U.S. Health Care Sector SPDR -1.6% +3.2% 14.3 % 92
COWZ Pacer US Cash Cows 100 ETF -2.8% +1.5% 11.6 % 93
SDY SPDR S&P U.S. Dividend Aristocrats -3.7% +3.5% 12.8 % 94
IJH iShares Core S&P MidCap 400 Index -2.3% +2.3% 13.9 % 95
IWM iShares Russell 2000 Index Fund -4.2% +3.9% 15.6 % 96
MDY S&P MidCap 400 SPDRs -2.4% +2.3% 13.8 % 97
IJR iShares Core S&P SmallCap 600 Index -4.3% +3.1% 14.6 % 98
XLE U.S. Energy Sector SPDR -1.2% +1.1% 20.9 % 99
SMH Market Vectors Semiconductor ETF -3.9% +2.1% 43.7 % 100
through: Feb 11, 2025
Categories

U.S. Equity
International Equity
Emerging Markets Equity
Commodities
U.S. Treasury Bonds / TIPS
Corporate / Credit Bonds
REITs, Preferreds etc
Currencies
Leveraged / Inverse
Other (Incl. Illiquid)
Notes:

For detailed information on how the ETF screener calculates relative strength see how the screener works

All returns are Total Return, which includes the receipt and reinvestment of any dividends and distributions

Volatility is the annualized standard deviation of daily returns

The full universe of Exchange Traded Funds from which the screener draws will grow over time as new ETFs pass the minimum lookback period required to qualify for the model

Assets data as of: Jan 15, 2025